English

Adaptive testing on a regression function at a point

Statistics Theory 2015-10-15 v4 Statistics Theory

Abstract

We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achieves the optimal minimax rate adaptively over a range of H\"{o}lder classes, up to a loglogn\log\log n term, which we show to be necessary for adaptation. We apply the results to adaptive one-sided tests for the regression discontinuity parameter under a monotonicity restriction, the value of a monotone regression function at the boundary and the proportion of true null hypotheses in a multiple testing problem.

Keywords

Cite

@article{arxiv.1408.3536,
  title  = {Adaptive testing on a regression function at a point},
  author = {Timothy Armstrong},
  journal= {arXiv preprint arXiv:1408.3536},
  year   = {2015}
}

Comments

Published at http://dx.doi.org/10.1214/15-AOS1342 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-22T05:30:00.030Z